I know it sounds strange but trust us, this is simple but fabulous! Place fillets in a baking dish, pour olive oil over and sprinkle the seasoning evenly over the fillets. Bake in a 350 oven for about 15 minutes. After 10 minutes, open the fillet with two forks and check the center. Cook medium rare, which means the inside is still a little red and glistening, not thoroughly cooked and having turned a lighter color.